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Introduce two new command: perfect_foresight_{setup,solver}. 

simul is now simply an alias for
perfect_foresight_setup+perfect_foresight_solver.
issue#70
Sébastien Villemot 2014-04-09 17:57:17 +02:00
parent ff17a871dd
commit d44cb3af93
9 changed files with 117 additions and 19 deletions
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35
ComputingTasks.cc
View File

@ -94,14 +94,45 @@ SimulStatement::SimulStatement(const OptionsList &options_list_arg) :
void
SimulStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.simul_present = true;
mod_file_struct.perfect_foresight_solver_present = true;
}
void
SimulStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "simul();\n";
output << "perfect_foresight_setup;" << endl
<< "perfect_foresight_solver;" << endl;
}
PerfectForesightSetupStatement::PerfectForesightSetupStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
PerfectForesightSetupStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "perfect_foresight_setup;" << endl;
}
PerfectForesightSolverStatement::PerfectForesightSolverStatement(const OptionsList &options_list_arg) :
options_list(options_list_arg)
{
}
void
PerfectForesightSolverStatement::checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings)
{
mod_file_struct.perfect_foresight_solver_present = true;
}
void
PerfectForesightSolverStatement::writeOutput(ostream &output, const string &basename) const
{
options_list.writeOutput(output);
output << "perfect_foresight_solver;" << endl;
}
StochSimulStatement::StochSimulStatement(const SymbolList &symbol_list_arg,

19
ComputingTasks.hh
View File

@ -58,6 +58,25 @@ public:
virtual void writeOutput(ostream &output, const string &basename) const;
};
class PerfectForesightSetupStatement : public Statement
{
private:
const OptionsList options_list;
public:
PerfectForesightSetupStatement(const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class PerfectForesightSolverStatement : public Statement
{
private:
const OptionsList options_list;
public:
PerfectForesightSolverStatement(const OptionsList &options_list_arg);
virtual void checkPass(ModFileStructure &mod_file_struct, WarningConsolidation &warnings);
virtual void writeOutput(ostream &output, const string &basename) const;
};
class ModelInfoStatement : public Statement
{
private:

43
DynareBison.yy
View File

@ -112,6 +112,7 @@ class ParsingDriver;
%token NOGRAPH NOMOMENTS NOPRINT NORMAL_PDF SAVE_DRAWS
%token OBSERVATION_TRENDS OPTIM OPTIM_WEIGHTS ORDER OSR OSR_PARAMS MAX_DIM_COVA_GROUP ADVANCED OUTFILE OUTVARS
%token PARALLEL_LOCAL_FILES PARAMETERS PARAMETER_SET PARTIAL_INFORMATION PERFECT_FORESIGHT PERIODS PERIOD PLANNER_OBJECTIVE PLOT_CONDITIONAL_FORECAST PLOT_PRIORS PREFILTER PRESAMPLE
%token PERFECT_FORESIGHT_SETUP PERFECT_FORESIGHT_SOLVER
%token PRINT PRIOR_MC PRIOR_TRUNC PRIOR_MODE PRIOR_MEAN POSTERIOR_MODE POSTERIOR_MEAN POSTERIOR_MEDIAN PRUNING
%token <string_val> QUOTED_STRING
%token QZ_CRITERIUM QZ_ZERO_THRESHOLD FULL DSGE_VAR DSGE_VARLAG DSGE_PRIOR_WEIGHT TRUNCATE
@ -272,6 +273,8 @@ statement : parameters
| irf_calibration
| smoother2histval
| histval_file
| perfect_foresight_setup
| perfect_foresight_solver
;
dsample : DSAMPLE INT_NUMBER ';'
@ -970,6 +973,37 @@ model_info_options_list : model_info_options_list COMMA model_info_options
;
model_info_options :
perfect_foresight_setup : PERFECT_FORESIGHT_SETUP ';'
{ driver.perfect_foresight_setup(); }
| PERFECT_FORESIGHT_SETUP '(' perfect_foresight_setup_options_list ')' ';'
{ driver.perfect_foresight_setup(); }
;
perfect_foresight_setup_options_list : perfect_foresight_setup_options_list COMMA perfect_foresight_setup_options
| perfect_foresight_setup_options
;
perfect_foresight_setup_options : o_periods
| o_datafile
;
perfect_foresight_solver : PERFECT_FORESIGHT_SOLVER ';'
{ driver.perfect_foresight_solver(); }
| PERFECT_FORESIGHT_SOLVER '(' perfect_foresight_solver_options_list ')' ';'
{ driver.perfect_foresight_solver(); }
;
perfect_foresight_solver_options_list : perfect_foresight_solver_options_list COMMA perfect_foresight_solver_options
| perfect_foresight_solver_options
;
perfect_foresight_solver_options : o_stack_solve_algo
| o_markowitz
| o_minimal_solving_periods
| o_simul_maxit
| o_endogenous_terminal_period
;
simul : SIMUL ';'
{ driver.simul(); }
| SIMUL '(' simul_options_list ')' ';'
@ -980,13 +1014,8 @@ simul_options_list : simul_options_list COMMA simul_options
| simul_options
;
simul_options : o_periods
| o_datafile
| o_stack_solve_algo
| o_markowitz
| o_minimal_solving_periods
| o_simul_maxit
| o_endogenous_terminal_period
simul_options : perfect_foresight_setup_options
| perfect_foresight_solver_options
;
external_function : EXTERNAL_FUNCTION '(' external_function_options_list ')' ';'

2
DynareFlex.ll
View File

@ -168,6 +168,8 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<INITIAL>model_diagnostics {BEGIN DYNARE_STATEMENT; return token::MODEL_DIAGNOSTICS;}
<INITIAL>extended_path {BEGIN DYNARE_STATEMENT; return token::EXTENDED_PATH;}
<INITIAL>smoother2histval {BEGIN DYNARE_STATEMENT; return token::SMOOTHER2HISTVAL;}
<INITIAL>perfect_foresight_setup {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_SETUP;}
<INITIAL>perfect_foresight_solver {BEGIN DYNARE_STATEMENT; return token::PERFECT_FORESIGHT_SOLVER;}
<DYNARE_STATEMENT>; {
if (!sigma_e)

14
ModFile.cc
View File

@ -129,7 +129,7 @@ ModFile::checkPass()
// Allow empty model only when doing a standalone BVAR estimation
if (dynamic_model.equation_number() == 0
&& (mod_file_struct.check_present
|| mod_file_struct.simul_present
|| mod_file_struct.perfect_foresight_solver_present
|| stochastic_statement_present))
{
cerr << "ERROR: At least one model equation must be declared!" << endl;
@ -153,9 +153,9 @@ ModFile::checkPass()
exit(EXIT_FAILURE);
}
if (mod_file_struct.simul_present && stochastic_statement_present)
if (mod_file_struct.perfect_foresight_solver_present && stochastic_statement_present)
{
cerr << "ERROR: A .mod file cannot contain both a simul command and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}" << endl;
cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and one of {stoch_simul, estimation, osr, ramsey_policy, discretionary_policy}. This is not possible: one cannot mix perfect foresight context with stochastic context in the same file." << endl;
exit(EXIT_FAILURE);
}
@ -407,9 +407,9 @@ ModFile::transformPass(bool nostrict)
exit(EXIT_FAILURE);
}
if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.simul_present)
if (symbol_table.exo_det_nbr() > 0 && mod_file_struct.perfect_foresight_solver_present)
{
cerr << "ERROR: A .mod file cannot contain both a simul command and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
cerr << "ERROR: A .mod file cannot contain both one of {perfect_foresight_solver,simul} and varexo_det declaration (all exogenous variables are deterministic in this case)" << endl;
exit(EXIT_FAILURE);
}
@ -473,13 +473,13 @@ ModFile::computingPass(bool no_tmp_terms, FileOutputType output)
false, paramsDerivatives, block, byte_code);
}
// Set things to compute for dynamic model
if (mod_file_struct.simul_present || mod_file_struct.check_present
if (mod_file_struct.perfect_foresight_solver_present || mod_file_struct.check_present
|| mod_file_struct.stoch_simul_present
|| mod_file_struct.estimation_present || mod_file_struct.osr_present
|| mod_file_struct.ramsey_model_present || mod_file_struct.identification_present
|| mod_file_struct.calib_smoother_present)
{
if (mod_file_struct.simul_present)
if (mod_file_struct.perfect_foresight_solver_present)
dynamic_model.computingPass(true, false, false, false, global_eval_context, no_tmp_terms, block, use_dll, byte_code);
else
{

15
ParsingDriver.cc
View File

@ -2692,3 +2692,18 @@ ParsingDriver::histval_file(string *filename)
mod_file->addStatement(new HistvalFileStatement(*filename));
delete filename;
}
void
ParsingDriver::perfect_foresight_setup()
{
mod_file->addStatement(new PerfectForesightSetupStatement(options_list));
options_list.clear();
}
void
ParsingDriver::perfect_foresight_solver()
{
mod_file->addStatement(new PerfectForesightSolverStatement(options_list));
options_list.clear();
}

2
ParsingDriver.hh
View File

@ -668,6 +668,8 @@ public:
void smoother2histval();
void histval_file(string *filename);
void perfect_foresight_setup();
void perfect_foresight_solver();
};
#endif // ! PARSING_DRIVER_HH

2
Statement.cc
View File

@ -23,7 +23,7 @@
ModFileStructure::ModFileStructure() :
check_present(false),
steady_present(false),
simul_present(false),
perfect_foresight_solver_present(false),
stoch_simul_present(false),
estimation_present(false),
osr_present(false),

4
Statement.hh
View File

@ -36,8 +36,8 @@ public:
bool check_present;
//! Whether steady is present
bool steady_present;
//! Whether a simul statement is present
bool simul_present;
//! Whether a perfect_foresight_solver/simul statement is present
bool perfect_foresight_solver_present;
//! Whether a stoch_simul statement is present
bool stoch_simul_present;
//! Whether an estimation statement is present